Karatzas, Ioannis <br/><br/>
Methods of mathematical finance / 
Ioannis Karatzas and Steven E. Shreve. 
 - New York :  Springer-Verlag,  1998. 
 - 407 p. :  ill. ;  24 cm. 
 - Applications of mathematics ;  v. 39 .
<br/><br/>p. 371-402. 
<br/><br/><label>ISBN: </label>0387948392 
<br/><br/><label>LCCN: </label>98-14284 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Business mathematics<br/>Finance--Mathematical models<br/>Brownian motion processes<br/>Contingent valuation